Archive for simulation-based inference

OWABI@BioInference2025 [29 May]

Posted in Mountains, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on May 13, 2025 by xi'an

The next OWABI webinar is going to be quite special, consisting of two selected talks livestreamed from BioInference 2025, a conference on mathematical modelling and inference on (broadly speaking) biological system, taking place in Bardonecchia, Piedmont. The talks will take place on 29 May, 11am CEST (10am BST). The talks will be streamed on the OWABI MS Team Channel as usual.

1st OWABI Talk: 10-10.30am UK time

Speaker: Andrew Golightly (Durham University)

Title: Accelerating Bayesian inference for stochastic epidemic models using incidence data

Abstract: This work considers the case of performing Bayesian inference for stochastic epidemic compartment models, using incomplete time course data consisting of incidence counts that are either the number of new infections or removals in time intervals of fixed length. The most natural Markov jump process representation of the model is eschewed for reasons of computational efficiency, and replaced by a stochastic differential equation representation. This is further approximated to give a tractable Gaussian process, that is, the linear noise approximation (LNA). Unless the observation model linking the LNA to data is both linear and Gaussian, the observed data likelihood remains intractable. Unlike previous approaches that use the LNA in this setting, two approaches for marginalising over the latent process are considered: a correlated pseudo-marginal method and analytic marginalisation via a Gaussian approximation of the noise model. These approaches are compared using synthetic data with the best performing method applied to real data consisting of removal incidence of Oak Processionary moth nests in Richmond Park, London.

2nd OWABI Talk: 10.30-11am

Speaker: Henrik Häggström (Chalmers University)

Title: Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology

Abstract: We propose a novel methodology for Bayesian inference in hierarchical mixed-effects models. By building on our work, we construct a simulation-based inference (SBI) framework that is highly scalable, where amortized approximations to the likelihood and the parameters posterior are first obtained, and these are rapidly refined for each individual dataset, to ultimately approximate the parameters posterior across many individuals. Unlike the current state-of-art SBI methods, which use neural networks, our approximations are expressed via Gaussian mixture models, leading to easily trainable, parsimonious yet expressive surrogate models of both the likelihood function and the posterior distribution. The methodology is exemplified via stochastic differential equation mixed-effects models to describe translation kinetics after mRNA transfection, however the methodology is general and can accommodate other types of stochastic and deterministic models. We compare our approximate inference with exact pseudomarginal inference and show that our methodology is fast and competitive.

next OWABI webinar [24 April]

Posted in pictures, Statistics, Uncategorized, University life with tags , , , , , , , , , , , , on April 16, 2025 by xi'an


The next One World Approximate Bayesian Inference (OWABI) Seminar is scheduled on Thursday the 24th of April at 11am UK time (12am CET) with the speaker being Ayush Bharti (Aalto University), who will talk about

“Cost-aware simulation-based inference “

Abstract: Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex models, and the fact that this cost often depends on parameter values. We therefore propose cost-aware SBI methods which can significantly reduce the cost of existing sampling-based SBI methods, such as neural SBI and approximate Bayesian computation. This is achieved through a combination of rejection and self-normalised importance sampling, which significantly reduces the number of expensive simulations needed. Our approach is studied extensively on models from epidemiology to telecommunications engineering, where we obtain significant reductions in the overall cost of inference. .

next OWABI webinar [27 March]

Posted in pictures, Statistics, Uncategorized, University life with tags , , , , , , , , , , , , , , , , on March 25, 2025 by xi'an


The next One World Approximate Bayesian Inference (OWABI) Seminar is scheduled on Thursday the 27th of March at 11am UK time (12am CET) with the speaker being Meïli Baragatti (Université de Montpellier)

 Approximate Bayesian Computation with Deep Learning and Conformal Prediction

Abstract: Approximate Bayesian Computation (ABC) methods are commonly used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Classical ABC methods are based on nearest neighbour type algorithms and rely on the choice of so-called summary statistics, distances between datasets and a tolerance threshold. Recently, methods combining ABC with more complex machine learning algorithms have been proposed to mitigate the impact of these “user-choices”. In this talk, I will present you the first, to our knowledge, ABC method completely free of summary statistics, distance, and tolerance threshold. Moreover, in contrast with usual generalisations of the ABC method, it associates a confidence interval (having a proper frequentist marginal coverage) with the posterior mean estimation (or other moment-type estimates). This method, named ABCD-Conformal, uses a neural network with Monte Carlo Dropout to provide an estimation of the posterior mean (or other moment type functionals), and conformal theory to obtain associated confidence sets. I will compare its performances with other ABC methods on several examples, and show you that it is efficient for estimating multidimensional parameters, while being “amortised”.

Keywords: simulation-based inference, approximate Bayesian computation, neural posterior estimation, convolutional neural networks, dropout, conformal prediction

next OWABI webinar [27 Feb]

Posted in pictures, Statistics, Uncategorized with tags , , , , , , , , , , on February 21, 2025 by xi'an


The next One World Approximate Bayesian Inference (OWABI) Seminar is scheduled on Thursday, 27 February at 11am UK time, with the speaker being Ayush Bharti (Aalto University),

Cost-aware simulation-based inference

Abstract: Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex models, and the fact that this cost often depends on parameter values. We therefore propose cost-aware SBI methods which can significantly reduce the cost of existing sampling-based SBI methods, such as neural SBI and approximate Bayesian computation. This is achieved through a combination of rejection and self-normalised importance sampling, which significantly reduces the number of expensive simulations needed. Our approach is studied extensively on models from epidemiology to telecommunications engineering, where we obtain significant reductions in the overall cost of inference.

Keywords: simulation-based inference, approximate Bayesian computation, neural posterior estimation, neural likelihood estimation, importance sampling

OWAB [season] I

Posted in Statistics, University life with tags , , , , , , , , , , , , , , , , , , on October 28, 2024 by xi'an

OWABC is dead, long life OWABI! After 5 seasons of the One World Approximate Bayesian Computation (ABC) Seminar, launched in April 2020 (!) to gather members and disseminate results and innovation during those weeks and months under lockdown, the organisers (incl. yours truly) have now decided to launch a “new” seminar series, the One World Approximate Bayesian Inference (OWABI) Seminar, to better reflect the broader interest and scope of this series, which goes beyond ABC. With Bluesky, X, and Linkedin accountsWith Bluesky, X, and Linkedin accounts. In particular, simulation-based inference and ML related techniques will play a crucial role. We are also pleased to announce that Stefan Radev has joined the OWABI Organiser Team.

The first OWABI talk will be given on Thursday the 31st October at 11am UK time. The speaker is Ullrich Koethe (University of Heidelberg), who will talk about

“Free-form flows for physics-informed generative modeling”

Abstract: The talk first introduces a useful categorization of the (sometimes confusing) “generative model zoo” in terms of different change-of-variables formulas. It then shows how normalizing flows, a major architecture for generative neural networks, can be used for simulation-based Bayesian inference in the sciences. Finally, it proposes free-form flows to simplify the incorporation of physical prior knowledge, e.g. rotation and translation invariance or the restriction of the distribution to a manifold, into generative models.
Keywords: normalizing flows; physical-informed neural networks; simulation-based inference